+904.3%
CSCO vs SRE
+1,428.8%
-524.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -4.7% | -8.2% | +3.5% | -1.6% |
| 30D | -17.1% | -3.6% | -13.5% | -16.0% |
| 3M | -19.6% | -6.3% | -13.4% | -17.9% |
| 6M | +2.4% | -13.0% | +15.4% | +7.2% |
| YTD | +29.8% | -9.2% | +39.0% | +33.2% |
| 1Y | +38.7% | -13.1% | +51.8% | +44.6% |
| 3Y | +101.3% | +22.4% | +78.9% | +79.8% |
| 5Y | +94.8% | +47.1% | +47.7% | +60.7% |
| 10Y | +324.2% | +121.0% | +203.2% | +189.1% |
| All | +904.3% | +1,428.8% | -524.5% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling